Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443560.7388 | 349122.8481 | 94437.8907 | 64715.5616 | 28553.4301 | 36162.1314 |
Total P&L (%) | 443.5607 | 349.1228 | 94.4379 | 64.7156 | 28.5534 | 36.1621 |
Avg Daily Profit (%) | 0.2984 | 0.2349 | 0.0635 | 0.0336 | 0.0169 | 0.0208 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95070 | -115307 | -88195 | -324854 | -261201 | -196513 |
Profit Factor | 1.5308 | 1.7754 | 1.245 | 1.0376 | 1.0299 | 1.0473 |
Total Trades | 157 | 78 | 79 | 157 | 78 | 79 |
Winning Trades | 68 | 28 | 40 | 68 | 28 | 40 |
Losing Trades | 89 | 50 | 39 | 89 | 50 | 39 |
Profitability (%) | 43.3121 | 35.8974 | 50.6329 | 43.3121 | 35.8974 | 50.6329 |
Ratio Avg Win / Avg Loss | 2.0035 | 3.1704 | 1.2139 | 1.358 | 1.8391 | 1.0211 |
Largest Winning Trade | 243410 | 243410 | 67787 | 191432 | 191432 | 106959 |
Largest Losing Trade | -40194 | -29878 | -40194 | -114038 | -79416 | -114038 |
Avg Bars in Trades | 18 | 14 | 22 | 18 | 14 | 22 |
Avg Bars in Winners | 28 | 21 | 32 | 28 | 21 | 32 |
Avg Bars in Losers | 11 | 10 | 11 | 11 | 10 | 11 |
Bars Traded | 2888 | 1139 | 1749 | 2888 | 1139 | 1749 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344403 | -28378 | -134950 | -329043 | -399730 | -362807 |
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{ "first_band": { "type": "ema", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "supertrend", "factors": { "length": 9, "offset": 0, "multiplier": 1.42115 } } }
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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